Excel function to replicate t-test off SAS PROCs (e.g., GLIMMIX)

Phil of SAS helped me identify this function. Thank you.

T-test conducted in PROC GLIMMIX (or most likely other regression procedures) is expressed in Excel function as:


where T_value must be an absolute value of the original t-value (e.g., if -2 then 2).

This expresses CDF (cumulative distribution function), not PDF (probability density function).  I will explicitly discuss what these are in the near future.

I wanted to know how much of statistical results (off PROC GLIMMIX in this case) comes from SAS's internal computation (i.e., I can't replicate results outside SAS) and how much of it can be done in Excel given what I get from SAS output.


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